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IpLowRankUpdateSymMatrix.hpp
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1 // Copyright (C) 2005, 2008 International Business Machines and others.
2 // All Rights Reserved.
3 // This code is published under the Eclipse Public License.
4 //
5 // $Id: IpLowRankUpdateSymMatrix.hpp 2269 2013-05-05 11:32:40Z stefan $
6 //
7 // Authors: Andreas Waechter IBM 2005-12-25
8 
9 #ifndef __IPLOWRANKUPDATESYMMATRIX_HPP__
10 #define __IPLOWRANKUPDATESYMMATRIX_HPP__
11 
12 #include "IpUtils.hpp"
13 #include "IpSymMatrix.hpp"
14 #include "IpMultiVectorMatrix.hpp"
15 
16 namespace Ipopt
17 {
18 
19  /* forward declarations */
20  class LowRankUpdateSymMatrixSpace;
21 
32  {
33  public:
34 
37 
40 
44 
46  void SetDiag(const Vector& D)
47  {
48  D_ = &D;
49  ObjectChanged();
50  }
51 
54  {
55  return D_;
56  }
57 
59  void SetV(const MultiVectorMatrix& V)
60  {
61  V_ = &V;
62  ObjectChanged();
63  }
64 
67  {
68  return V_;
69  }
70 
72  void SetU(const MultiVectorMatrix& U)
73  {
74  U_ = &U;
75  ObjectChanged();
76  }
77 
80  {
81  return U_;
82  }
83 
87 
91 
94  bool ReducedDiag() const;
95 
96  protected:
99  virtual void MultVectorImpl(Number alpha, const Vector& x,
100  Number beta, Vector& y) const;
101 
104  virtual bool HasValidNumbersImpl() const;
105 
106  virtual void ComputeRowAMaxImpl(Vector& rows_norms, bool init) const;
107 
108  virtual void ComputeColAMaxImpl(Vector& cols_norms, bool init) const;
109 
110  virtual void PrintImpl(const Journalist& jnlst,
111  EJournalLevel level,
112  EJournalCategory category,
113  const std::string& name,
114  Index indent,
115  const std::string& prefix) const;
117 
118  private:
129 
132 
134  void operator=(const LowRankUpdateSymMatrix&);
136 
139 
142 
145 
148  };
149 
152  {
153  public:
160  bool reduced_diag)
161  :
162  SymMatrixSpace(dim),
163  P_LowRank_(P_LowRank),
164  lowrank_vector_space_(LowRankVectorSpace),
165  reduced_diag_(reduced_diag)
166  {
168  }
169 
172  {}
174 
177  virtual SymMatrix* MakeNewSymMatrix() const
178  {
180  }
181 
184  {
185  return new LowRankUpdateSymMatrix(this);
186  }
187 
189  {
190  return P_LowRank_;
191  }
192 
194  {
195  return lowrank_vector_space_;
196  }
197 
198  bool ReducedDiag() const
199  {
200  return reduced_diag_;
201  }
202 
203  private:
214 
217 
221 
226 
230 
234  };
235 
236  inline
238  {
239  return owner_space_->P_LowRank();
240  }
241 
242  inline
244  {
245  return owner_space_->LowRankVectorSpace();
246  }
247 
248  inline
250  {
251  return owner_space_->ReducedDiag();
252  }
253 
254 } // namespace Ipopt
255 #endif
LowRankUpdateSymMatrix()
Default Constructor.
bool IsValid(const SmartPtr< U > &smart_ptr)
Definition: IpSmartPtr.hpp:579
Number * x
Input: Starting point Output: Optimal solution.
LowRankUpdateSymMatrix * MakeNewLowRankUpdateSymMatrix() const
Method for creating a new matrix of this specific type.
SmartPtr< const VectorSpace > LowRankVectorSpace() const
void SetV(const MultiVectorMatrix &V)
Method for setting the positive low-rank update part.
SmartPtr< const VectorSpace > lowrank_vector_space_
Vector space for the space in which the low-rank approximation lives.
virtual bool HasValidNumbersImpl() const
Method for determining if all stored numbers are valid (i.e., no Inf or Nan).
SmartPtr< const MultiVectorMatrix > U_
Vector storing the negative low-rank update.
double Number
Type of all numbers.
Definition: IpTypes.hpp:17
void ObjectChanged()
Objects derived from TaggedObject MUST call this method every time their internal state changes to up...
Vector Base Class.
Definition: IpVector.hpp:47
virtual void ComputeRowAMaxImpl(Vector &rows_norms, bool init) const
Compute the max-norm of the rows in the matrix.
LowRankUpdateSymMatrixSpace(Index dim, SmartPtr< const Matrix > P_LowRank, SmartPtr< const VectorSpace > LowRankVectorSpace, bool reduced_diag)
Constructor, given the dimension of the matrix.
EJournalLevel
Print Level Enum.
~LowRankUpdateSymMatrix()
Destructor.
This is the base class for all derived symmetric matrix types.
Definition: IpSymMatrix.hpp:23
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:172
SmartPtr< const LowRankUpdateSymMatrixSpace > owner_space_
corresponding matrix space
SmartPtr< const Matrix > P_LowRank() const
Return the expansion matrix to lift the low-rank update to the higher-dimensional space...
virtual void MultVectorImpl(Number alpha, const Vector &x, Number beta, Vector &y) const
Matrix-vector multiply.
SmartPtr< const VectorSpace > LowRankVectorSpace() const
Return the vector space in with the low-rank update vectors live.
void operator=(const LowRankUpdateSymMatrix &)
Overloaded Equals Operator.
SmartPtr< const MultiVectorMatrix > GetU() const
Method for getting the negative low-rank update part.
virtual void PrintImpl(const Journalist &jnlst, EJournalLevel level, EJournalCategory category, const std::string &name, Index indent, const std::string &prefix) const
Print detailed information about the matrix.
Class for Matrices with few columns that consists of Vectors.
SmartPtr< const Matrix > P_LowRank() const
void SetDiag(const Vector &D)
Method for setting the diagonal elements (as a Vector).
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:19
This is the matrix space for LowRankUpdateSymMatrix.
#define DBG_ASSERT(test)
Definition: IpDebug.hpp:38
bool reduced_diag_
Flag indicating whether the diagonal matrix is nonzero only in the space of V or in the full space...
void operator=(const LowRankUpdateSymMatrixSpace &)
Overloaded Equals Operator.
bool ReducedDiag() const
Flag indicating whether the diagonal term lives in the smaller space (from P_LowRank) or in the full ...
SymMatrixSpace base class, corresponding to the SymMatrix base class.
Definition: IpSymMatrix.hpp:81
Class responsible for all message output.
void SetU(const MultiVectorMatrix &U)
Method for setting the negative low-rank update part.
virtual SymMatrix * MakeNewSymMatrix() const
Overloaded MakeNew method for the SymMatrixSpace base class.
SmartPtr< const Vector > GetDiag() const
Method for getting the diagonal elements.
SmartPtr< const Vector > D_
Vector storing the diagonal matrix D.
LowRankUpdateSymMatrixSpace()
Default Constructor.
SmartPtr< const MultiVectorMatrix > V_
Vector storing the positive low-rank update.
Class for symmetric matrices, represented as low-rank updates.
SmartPtr< const MultiVectorMatrix > GetV() const
Method for getting the positive low-rank update part.
EJournalCategory
Category Selection Enum.
SmartPtr< const Matrix > P_LowRank_
Expansion matrix to lift the low-rank approximation into a possibly higher-dimensional space...
virtual void ComputeColAMaxImpl(Vector &cols_norms, bool init) const
Since the matrix is symmetric, the row and column max norms are identical.